-2.9%
IBM vs TRU
-13.7%
+10.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.0% | +3.0% | +3.5% |
| 7D | +3.6% | -2.7% | +6.3% | +4.8% |
| 30D | +3.1% | -2.0% | +5.1% | +3.7% |
| 3M | -10.8% | +18.4% | -29.3% | -17.4% |
| 6M | -0.8% | +8.9% | -9.7% | -4.9% |
| YTD | -16.2% | -8.9% | -7.3% | -17.0% |
| 1Y | -2.9% | -15.9% | +13.0% | -4.8% |
| All | -2.9% | -13.7% | +10.8% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TRU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling